+1,015.8%
CW vs VT
+363.9%
+652.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -11.0% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -16.4% | -1.4% | -15.0% | -15.2% |
| 3M | -40.3% | -1.4% | -38.9% | -39.6% |
| 6M | -37.0% | +5.5% | -42.5% | -40.6% |
| YTD | -17.9% | +12.8% | -30.7% | -27.8% |
| 1Y | -22.7% | +15.4% | -38.2% | -33.5% |
| 3Y | +123.5% | +76.9% | +46.6% | +22.4% |
| 5Y | +250.5% | +60.4% | +190.1% | +109.7% |
| 10Y | +452.4% | +232.8% | +219.6% | +58.8% |
| All | +1,015.8% | +363.9% | +652.0% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling